VARIABLE
    npv, lambda11, lambda12, lambda21, lambda22;

BINARY VARIABLES
    x1, x2, z11, z12, z21, z22;

POSITIVE VARIABLES
    y11, y12, y21, y22, yc11, yc12, yc21, yc22, c1, c2, dc1, dc2, mu11, mu12, 
    mu21, mu22;

EQUATIONS
    obj, con1, con2, con3, con4, con5, con6, con7, con8, con9, con10, con11,
    con12, con13, con14, con15, con16, con17, con18, con19, con20, con21,
    con22, con23, con24, con25, con26, con27, con28;

obj..   npv =e= 2.0*(y11+y12+y21+y22)-10.0*x1-9.0*x2-1.1*dc1-0.9*dc2-0.6*c1
                -0.6*c2-0.1*y11-0.1*y12-0.2*y21-0.2*y22;
con1..  c1 =g= y11+y21;
con2..  c2 =g= y12+y22;
con3..  c1 =e= dc1;
con4..  c2 =e= c1+dc2;
con5..  dc1 =l= 50.0*x1;
con6..  dc2 =l= 50.0*x2;
con7..  y11+yc11 =e= 30.0;
con8..  y12+yc12 =e= 35.0;
con9..  y21+yc21 =e= 32.0;
con10.. y22+yc22 =e= 38.0;
con11.. yc11+yc21 =l= 20.0;
con12.. yc12+yc22 =l= 20.0;
con13.. mu11 =l= 100.0*(1-z11);
con14.. mu12 =l= 100.0*(1-z12);
con15.. y11+y21-c1 =g= -100.0*z11;
con16.. y12+y22-c2 =g= -100.0*z12;
con17.. mu21 =l= 100.0*(1-z21);
con18.. mu22 =l= 100.0*(1-z22);
con19.. yc11+yc21-20.0 =g= -100.0*z21;
con20.. yc12+yc22-20.0 =g= -100.0*z22;
con21.. 2.0+mu11+lambda11 =e= 0.0;
con22.. 2.0+mu11+lambda21 =e= 0.0;
con23.. 2.0+mu12+lambda12 =e= 0.0;
con24.. 2.0+mu12+lambda22 =e= 0.0;
con25.. 2.1+mu21+lambda11 =e= 0.0;
con26.. 2.1+mu21+lambda21 =e= 0.0;
con27.. 2.1+mu22+lambda12 =e= 0.0;
con28.. 2.1+mu22+lambda22 =e= 0.0;

MODEL TEST /ALL/;
SOLVE TEST USING MIP MAXIMIZING npv;
